Bottom-Up Approach to Equity Yield Term Structure
The article offers a new approach to understanding the term structure of market equity yields, showing a positive aggregation effect when using aggregated equity yields of individual firms to estimate the market equity yield curve.
Featured in No. 20 on 12 Oct 2023 ·
- Released
- 2 Mar 2021
- First featured
- No. 20 · 12 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4598202
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